An efficient computational approach for prior sensitivity analysis and cross-validation

Author:

Bornn Luke,Doucet Arnaud,Gottardo Raphael

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference34 articles.

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2. On cross-validation of Bayesian models;Alqallaf;Canadian Journal of Statistics,2001

3. Bayesian computation and stochastic systems (with discussion);Besag;Statistical Science,1995

4. Importance re-sampling MCMC for cross-validation in inverse problems;Bhattacharya;Bayesian Analysis,2007

5. A sequential particle filter method for static models;Chopin;Biometrika,2002

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